+283.6%
TJX vs IAU
+220.2%
+63.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.9% | -0.3% |
| 7D | -4.6% | -2.0% | -2.6% | -4.6% |
| 30D | -17.2% | -1.5% | -15.6% | -17.1% |
| 3M | -24.9% | +3.3% | -28.2% | -24.9% |
| 6M | -19.7% | -16.2% | -3.4% | -19.4% |
| YTD | -17.2% | +0.7% | -17.9% | -17.4% |
| 1Y | -9.4% | +19.2% | -28.7% | -10.2% |
| 3Y | +43.1% | +124.4% | -81.3% | +39.5% |
| 5Y | +96.7% | +140.0% | -43.3% | +90.6% |
| All | +283.6% | +220.2% | +63.5% | +276.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IAU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling